+387.3%
IWF vs GPC
+74.9%
+312.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | -7.5% | -6.3% | -1.3% | -5.8% |
| 3M | -8.5% | -8.2% | -0.3% | -6.3% |
| 6M | -7.4% | +27.1% | -34.5% | -15.7% |
| YTD | -2.6% | +3.1% | -5.8% | -6.0% |
| 1Y | -1.8% | +0.1% | -1.9% | -4.3% |
| 3Y | +65.5% | +0.2% | +65.2% | +55.0% |
| 5Y | +55.8% | +4.9% | +51.0% | +41.8% |
| All | +387.3% | +74.9% | +312.4% | +248.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling